"David Delgado Gomez" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > Good morning, > > I have data with a normal distribution. Values higher than the mean are > corrupted with noise. Is it possible to estimate the variance of the > gaussian distribution just taking into account values smaller than the > mean? > Thanks > David >
I have used Monte Carlo to look at the result of using the sum of squares of deviations from the sample median. I wanted to see if dividing by '(n-1)' as the number of degrees of freedom is still appropriate. What I found was interesting. Sampling from a normal distribution and using only deviations for the observations below the median, I found that you should divide by (n/2) - 0.3 when n is even, and by ((n+1)/2) - 0.7 when n is odd. Here n is the total sample size. My explanation of this difference between odd and even sample sizes is as follows. When n is even, the median is midway between two observations, so that the smallest deviation from the median is only about half the size that it is when n is even and the median is equal to the middle observation. Cheers -- Alan Miller http://users.bigpond.net.au/amiller Retired Statistician . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
